+1,402.3%
LITE vs WING
+679.4%
+722.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.1% | +6.0% |
| 7D | -35.9% | +9.0% | -45.0% | -37.6% |
| 30D | -51.5% | +39.9% | -91.5% | -55.6% |
| 3M | -35.7% | +40.4% | -76.2% | -41.9% |
| 6M | -43.0% | +12.9% | -55.8% | -46.5% |
| YTD | +46.1% | -31.1% | +77.2% | +51.0% |
| 1Y | +124.7% | -32.7% | +157.4% | +132.9% |
| 3Y | +1,172.1% | -19.8% | +1,191.9% | +1,088.4% |
| 5Y | +477.0% | +4.0% | +473.0% | +370.3% |
| All | +1,402.3% | +679.4% | +722.9% | +543.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling